search for: log_total

...D,correlation=NULL,na.action=na.omit) coefficients(res1) ## Model 2: with auto-correlation corr <- corAR1(.1,~1|c_name) res2 <- gls(model=form, data=D,correlation=corr,na.action=na.omit) coefficients(res2) Now, I know from the paper how the Stata coefficients looked like. For example, for log_total it should be .852 and for market_size .21 (these were the two significant ones). The result of Model1 is closer to this than the result of Model 2, but there is still quite a gap. The goal is to do OLS on panel data with AR(1) and PCSE - am I on the right track here? More specifically: Question 1...